+1,567.0%
CB vs BG
+1,131.5%
+435.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.5% | +2.8% | -2.3% | -0.3% |
| 30D | -3.1% | +12.0% | -15.1% | -6.3% |
| 3M | +9.0% | -7.7% | +16.6% | +10.9% |
| 6M | +2.9% | +4.5% | -1.6% | +0.6% |
| YTD | +10.1% | +35.7% | -25.6% | -0.3% |
| 1Y | +22.8% | +50.1% | -27.3% | +7.3% |
| 3Y | +73.8% | +12.6% | +61.2% | +62.0% |
| 5Y | +99.2% | +75.4% | +23.7% | +59.4% |
| 10Y | +218.2% | +150.5% | +67.7% | +117.2% |
| All | +1,567.0% | +1,131.5% | +435.5% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling